+90.1%
DVA vs ALC
-16.2%
+106.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +2.0% | -5.3% | +7.3% | +2.4% |
| 30D | -0.4% | -7.1% | +6.7% | +0.2% |
| 3M | -7.7% | +0.8% | -8.4% | -7.8% |
| 6M | +20.0% | -16.0% | +35.9% | +22.8% |
| YTD | +61.1% | -12.7% | +73.8% | +63.0% |
| 1Y | +33.9% | -12.8% | +46.7% | +35.2% |
| All | +90.1% | -16.2% | +106.3% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling